Sensitivity Analysis Methods for Uncertainty Budgeting in System Design

Quantification and management of uncertainty are critical in the design of engineering systems, especially in the early stages of conceptual design. This paper presents an approach to defining budgets on the acceptable levels of uncertainty in design quantities of interest, such as the allowable risk in not meeting a critical design constraint and the allowable deviation in a system performance metric. A sensitivity-based method analyzes the effects of design decisions on satisfying those budgets, and a multi-objective optimization formulation permits the designer to explore the tradespace of uncertainty reduction activities while also accounting for a cost budget. For models that are computationally costly to evaluate, a surrogate modeling approach based on high-dimensional model representation achieves efficient computation of the sensitivities. An example problem in aircraft conceptual design illustrates the approach.